• 제목/요약/키워드: time series statistic

검색결과 69건 처리시간 0.024초

한국경제성장과정의 건설산업과 GDP의 관계 분석 (The Relationship between Korean Construction Industry and GDP in Economic Development Process)

  • 최달식;;이영대
    • 한국건설관리학회논문집
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    • 제14권6호
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    • pp.70-77
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    • 2013
  • 한국의 거시경제의 발전과정에서 건설산업의 역할과 관련성을 연구하고자 한국은행의 40년(1970년~2011년) 동안의 분기별 GDP상의 건설산출물과 GDP 시계열자료를 통계기법(ANOVA분석, 회귀분석, 종단분석 및 횡단분석 등)을 사용하여 분석하였다. 분석결과 한국의 건설산업은 Bon이 제시한 역 U 자형의 곡선 관계를 나타었고 이 입증된 역U 형의 관계는 건설산업의 GDP 내 비중에서 뿐만 아니라 저개발국단계와 신흥산업국으로의 단계를 지나 선진국단계에 까지 진입했음을 보여주었다. 인과관계검증결과 실GDP 성장률이 한국건설산업의 실질증가를 이끄는 것으로 나타났으나 역 방향으로는 나타나지 않았다. 또한 한국의 건설산업발전도 다른 선진국의 건설산업 성장의 경우와 유사한 형태로 나아갈 것으로 예상되고 있다.

통계학적 비교 기법을 이용한 태양광 모듈의 고장 유무 검출에 관한 연구 (A Study on Fault Detection for Photovoltaic Power Modules using Statistical Comparison Scheme)

  • 조현철;정영진;이관호
    • 한국태양에너지학회 논문집
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    • 제33권4호
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    • pp.89-93
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    • 2013
  • In recent years, many investigations about photovoltaic power systems have been significantly carried out in the fields of renewable power energy. Such research area generally includes developments of highly efficient solar cells, advanced power conversion systems, and smart monitoring systems. A generic objective of fault detection and diagnosis techniques is to timely recognize unexpected faulty of dynamic systems so that economic demage occurred by such faulty is decreased by means of engineering techniques. This paper presents a novel fault detection approach for photovoltaic power arrays which are electrically connected in series and parallels. In the proposed fault detection scheme, we first measure all of photovoltaic modules located in each array by using electronic sense systems and then compare each measurement in turn to detect location of fault module through statistic computation algorithm. We accomplish real-time experiments to demonstrate our proposed fault detection methodology by using a test-bed system including two 20 watt photovoltaic modules.

기울기 부호를 이용한 폭발자기회귀검정 연구 (A study on the slope sign test for explosive autoregressive models)

  • 하정철;정종문
    • Journal of the Korean Data and Information Science Society
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    • 제26권4호
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    • pp.791-799
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    • 2015
  • 랜덤워크가설이란 금융시장의 많은 시계열자료가 과거의 값과 관계없이 독립적으로 움직인다는 이론이다. 랜덤워크가설은 ARMA 모형에서 단위근 존재여부 문제로 해석되는데 대부분의 연구는 AR(1) 모형에서 ${\rho}$ < 1 여부를 검정하는 문제에 집중되어 왔다. 그러나, ${\rho}$ > 1인 폭발자기회귀모형을 따르면 거품경제의 위험이 있게 되므로 이를 구분하는 것이 필요하다. 폭발자기회귀모형에서 모수 추정량의 점근분포에 대해 알려져 있으나 그 형태가 모수를 포함하고 있어 통계량으로 부적절하거나 모수에 특정한 구조를 가정하고 있어 사용하기 쉽지 않다. 본 연구에서는 소규모자료에서도 사용할 수 있는 기울기부호를 이용하여 폭발자기회귀모형에 대한 검정을 제시한다. 모의실험을 통해 검정통계량의 성질을 확인한 결과, 오차항의 종속 정도에 따라 통계량의 분포가 일정한 경향을 따르는 것을 알 수 있었다. 대립가설이 참일 경우 통계량의 값이 커지는 성질을 이용하여 검정할 수 있음을 확인할 수 있었다.

데이터 마이닝을 이용한 단기 부하 예측 시스템 연구 (A Study of Short-Term Load Forecasting System Using Data Mining)

  • 주영훈;정근호;김도완;박진배
    • 한국지능시스템학회논문지
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    • 제14권2호
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    • pp.130-135
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    • 2004
  • 본 논문에서는 데이터 마이닝을 이용한 단기 전력 부하 예측 시스템의 새로운 설계 기법을 제안한다. 제안된 단기 부하 예측시스템은 Takagj-Sugeno (T-S) 퍼지 모델 기반 예측기와 분류기로 구성된다. 또한, 제안된 T-S 퍼지 모델 기반 분류기는 전반부 가우시안 집합과 후반부 선형화된 베이지안 분류기로 구성된다 분류기의 파라미터들은 주어진 훈련 집합의 통계적 수치로 쉽게 얻어진다. 제안된 T-S 퍼지 모델 기반 예측기는 한 가지 입력에 대한 선형 시계열 예측기의 볼록 조합 형태를 가진다. 후반부 파라미터 추정 문제는 실제 전력 부하와 예측 전력 부하의 놈(norm)을 최소화하는 볼록 최적화 문제로 간주한다. 그 문제는 선형 행렬 부등식으로 설정됨으로써 후반부 파라미터는 추정된다. 전반부 파라미터 추정문제는 선형 시계열 예측기들이 모여진 전체 T-S 퍼지 시스템의 출력과 실제 전력 부하 사이의 에러를 최소화하는 문제이다. 이 문제는 경사치 하향 기법이 적용하여 해결되었다 제안된 기법의 유용성을 검증하기 위해 본 논문은 하루 후 24시간 전력 부하 예측과 하루 후 최고 전력부하를 예측 실험을 제공한다.

Fault Diagnosis of Bearing Based on Convolutional Neural Network Using Multi-Domain Features

  • Shao, Xiaorui;Wang, Lijiang;Kim, Chang Soo;Ra, Ilkyeun
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제15권5호
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    • pp.1610-1629
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    • 2021
  • Failures frequently occurred in manufacturing machines due to complex and changeable manufacturing environments, increasing the downtime and maintenance costs. This manuscript develops a novel deep learning-based method named Multi-Domain Convolutional Neural Network (MDCNN) to deal with this challenging task with vibration signals. The proposed MDCNN consists of time-domain, frequency-domain, and statistical-domain feature channels. The Time-domain channel is to model the hidden patterns of signals in the time domain. The frequency-domain channel uses Discrete Wavelet Transformation (DWT) to obtain the rich feature representations of signals in the frequency domain. The statistic-domain channel contains six statistical variables, which is to reflect the signals' macro statistical-domain features, respectively. Firstly, in the proposed MDCNN, time-domain and frequency-domain channels are processed by CNN individually with various filters. Secondly, the CNN extracted features from time, and frequency domains are merged as time-frequency features. Lastly, time-frequency domain features are fused with six statistical variables as the comprehensive features for identifying the fault. Thereby, the proposed method could make full use of those three domain-features for fault diagnosis while keeping high distinguishability due to CNN's utilization. The authors designed massive experiments with 10-folder cross-validation technology to validate the proposed method's effectiveness on the CWRU bearing data set. The experimental results are calculated by ten-time averaged accuracy. They have confirmed that the proposed MDCNN could intelligently, accurately, and timely detect the fault under the complex manufacturing environments, whose accuracy is nearly 100%.

국가R&D 종합모니터링시스템 구축에 관한 연구 (A Study on Construction of Integrated National R&D Monitoring System)

  • 최기석;박만희;김영국
    • 산업경영시스템학회지
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    • 제32권4호
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    • pp.25-37
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    • 2009
  • This Study constructs a dashboard system to synthetically and systematically monitor national R&D information based on data warehouse. Managing the national R&D statistics and trend is important since it provides data for policies and decision making for national R&D. Many agencies related to national R&D information collect the basic R&D statistic data which provides the basis of logical decision making and R&D policies. The data has not well been used. The data has not been consistently collected nor managed. The raw data has not been organized nor processed to meet various demands. The needs has been arisen for a consistent national R&D monitoring system to increase the relevance, accessibility and efficiency of data for various users. This study selects 25 key indicators based on the user requirements and designs data warehouse for supporting the indicators using star schema. The dashboard system is developed in this study provides the infrastructure of monitoring national R&D information and analytic environment of supporting statistical analysis and time-series data analysis.

신선 물오징어의 도·소매시장 간 가격 변동성의 전이 및 비대칭성 분석에 관한 연구 (A Study on Asymmetry Effect and Price Volatility Spillover between Wholesale and Retail Markets of Fresh squid)

  • 김철현;남종오
    • 수산경영론집
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    • 제49권2호
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    • pp.21-35
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    • 2018
  • Squid is a popular seafood in Korea. However, since the 2000s, the squid production has been declining. The unstable supply of the squid products may cause price fluctuations of fresh and chilled squid. These price fluctuations may be relatively more severe than them of other commodities, because the fresh and chilled squid can not be stored for a long period of time. Thus, this study analyzes the structural characteristics of price volatility and price asymmetry of fresh squid based on off-diagonal GARCH model. Data used to analysis of this study are daily wholesale and retail prices of fresh squid from January 1, 2006 to December 31, 2016 provided in the KAMIS. As theoretical approaches of this study, first of all, the stability of the time series is confirmed by the unit root test. Secondly, the causality between distribution channels is checked by the Granger causality test. Thirdly, the VAR model and the off-diagonal GARCH model are adopted to estimate asymmetry effect and price volatility spillover between distribution channels. Finally, the stability of the model is confirmed by multivariate Q-statistic and ARCH-LM test. In conclusion, fresh squid is found to have shock and volatility spillover between wholesale and retail prices as well as its own price. Also, volatility asymmetry effect is shown in own wholesale or retail price of fresh squid. Finally, this study shows that the decrease in the fresh squid retail price of t-1 period than the increase in the t-1 period has a greater impact on the volatility of the fresh squid wholesale price in t period.

스마트 해운항만물류 인력 수요 예측에 관한 연구 (A Study on Forecasting Manpower Demand for Smart Shipping and Port Logistics)

  • 신상훈;신용존
    • 한국항해항만학회지
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    • 제47권3호
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    • pp.155-166
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    • 2023
  • 4차 산업혁명의 영향으로 해운항만물류산업의 스마트화에 따른 전문인력의 수요를 예측하기 위하여 통계청의 2000년~2020년 기간의 운수업조사 자료와 해양수산부의 한국선원통계연보 2004년~2021년도 자료를 활용하여 추세분석과 시계열 분석을 실시하였다. 해운항만물류산업의 인력 수요 예측에서 추세분석의 선형회귀모형의 타당성이 가장 높은 것으로 평가되어 이를 적용하였다. 자율운항선 해기인력, 원격선박관리인력, 스마트 해운비즈니스 인력, 스마트 항만인력. 스마트 창고인력, 스마트 해운항만물류 서비스 인력의 2021~2035년 기간의 인력 수요를 예측한 결과, 스마트 해운항만물류인력 수요는 2023년 8,953명, 2030년 20,688명, 2035년 26,557명으로 증가하는 것으로 예측되었다. 이 연구는 스마트 해운항만물류 인력수요에 대한 연구가 아직 이루어지지 않은 상태에서 스마트 인력수요를 통계자료에 근거하여 객관적으로 추정함으로써 인력 수요의 예측 가능성을 높이고, 향후 필요 전문인력 양성 방안을 수립하는데 기여할 것으로 기대된다.

도시 근로자가계의 주생활비 소비지출구조분석 -1982년부터 1992년까지- (An Analysis of housing Consumption Expenditure in Urban Salary and Wage-earners' Households -From 1982 to 1992-)

  • 김영숙
    • 대한가정학회지
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    • 제32권2호
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    • pp.1-16
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    • 1994
  • This paper analysis the structure of Housing Consumption Expenditure of urban salary and wage-earners' households from 1982 to 1992 by employing Time-series. Data was based on " Annual report on the Family Income and Expenditure Survey" of the National Bureau of Statistic Planning Board, Republic of Korea. Percentile marginal-propensity to consume(MPC) and income elasticity of consumption expenditure are estimated by their socio-economic and demographic variables. The results are as follows: 1. The proportion of the expenditure for furniture and utensils and house mending has increased with the increase of income in urban salary and wage-earners' households, while fuel light and water charges and rents paid has decreased. 2.1) Engel Function by income group; MPC associated with rents paid and fuel light and water charges is higher in the lower income group than in the rest. The income elasticity estimates in rents paid and fuel light and water charges is less than 1 in all group while larger than 1 in furniture and utensils and house mending. 2) Engel Function by occupation of household head; The highest MPC in rents paid is associated with the sales profession. The income elasticity of fuel light and water charge is found be inelastic. The groups other than the sales group show irregular MPC. 3) Engel Function by family size; MPC in house mending and fuel light and water charge is increased while is decreased in rents paid in accordance with family size. The income elasticity of rents paid and fuel light and water charge is less than 1 in all groups while that of house mending and furniture and utensils is larger than 1. 4) Engel Function by age of housegold head; MPC in rents paid is decreased according to the age of housefold head. The income elasticity of rents paid and fuel light and water charge is less than 1 in all group while it is larger than 1.

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원예부문 연구 및 지도 사업의 투자효과 분석 (Returns to Investment on Research and Extension in Korean Horticulture)

  • 강경하;이민수;최영찬
    • 농촌지도와개발
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    • 제7권2호
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    • pp.257-277
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    • 2000
  • The objectives of this study are to investigate the relationship between the growth of the horticultural sector and horticultural research and extension and to examine the socioeconomic returns to investment on research and extension in Korean horticulture. Data for horticultural production values, producer price indices and research and extension budgets for horticultural sector from 1965 to 1998 are collected from various sources. Multi-variate time series analysis technique with vector auto-regression model and Akino-Hayami Formula were employed for the analysis. This study finds (1) horticultural production responds about seven years later to the horticultural research investment shock. the magnitude of the impacts increases to a peak in seventeen years from the initial expenditures and then declines slowly thereafter until twenty years. and this peak gives a tip that horticultural research impact lasts much longer than grain's or agriculture's: (2) the social surplus from research investment benefits more to the consumer rather than to the horticultural producer: (3) B/C ratios in horticultural research are quite high with the range of 9 to 55 from 1965 to 1998. but these have been decreased since the early 1990s: (4) the socioeconomic returns to horticultural research is quite high with 56 percents of internal rate of return. It remains to be analyzed returns to investment on extension in horticulture because of no statistic significance in this study.

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